-73.2%
DOCS vs NI
+95.1%
-168.3%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.6% | -2.1% | -2.6% |
| 7D | -1.4% | +2.0% | -3.4% | -1.8% |
| 30D | +21.8% | -3.5% | +25.4% | +22.5% |
| 3M | +27.3% | -9.1% | +36.4% | +29.7% |
| 6M | -0.3% | -11.8% | +11.5% | +1.9% |
| YTD | -40.5% | +1.1% | -41.6% | -41.8% |
| 1Y | -61.5% | +6.7% | -68.2% | -63.1% |
| 3Y | +8.2% | +71.1% | -62.9% | -9.3% |
| All | -73.2% | +95.1% | -168.3% | -76.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NI.
Daily Out/Under-Performance
Portfolio return minus NI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded NI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling